I am attempting to fit a logistic regression model to sklearn's iris dataset. I get a probability curve that looks like it is too flat, aka the coefficient is too small. I would expect a probability over ninety percent by sepal length > 7 :
Is this probability curve indeed wrong? If so, what might cause that in my code?
from sklearn import datasets
import matplotlib.pyplot as plt
import numpy as np
import math
from sklearn.linear_model import LogisticRegression
data = datasets.load_iris()
#get relevent data
lengths = data.data[:100, :1]
is_setosa = data.target[:100]
#fit model
lgs = LogisticRegression()
lgs.fit(lengths, is_setosa)
m = lgs.coef_[0,0]
b = lgs.intercept_[0]
#generate values for curve overlay
lgs_curve = lambda x: 1/(1 + math.e**(-(m*x+b)))
x_values = np.linspace(2, 10, 100)
y_values = lgs_curve(x_values)
#plot it
plt.plot(x_values, y_values)
plt.scatter(lengths, is_setosa, c='r', s=2)
plt.xlabel("Sepal Length")
plt.ylabel("Probability is Setosa")
If you refer to http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegression.html#sklearn.linear_model.LogisticRegression , you will find a regularization parameter C
that can be passed as argument while training the logistic regression model.
C : float, default: 1.0 Inverse of regularization strength; must be a positive float. Like in support vector machines, smaller values specify stronger regularization.
Now, if you try different values of this regularization parameter, you will find that larger values of C
leads to fitting curves that has sharper transitions from 0 to 1 value of the output (response) binary variable, and still larger values fit models that have high variance (try to model the training data transition more closely, i think that's what you are expecting, then you may try to set C
value as high as 10
and plot) but at the same time are likely to have the risk to overfit , while the default value C=1
and values smaller than that lead to high bias and are likely to underfit and here comes the famous bias-variance trade-off in machine learning.
You can always use techniques like cross-validation to choose the C
value that is right for you. The following code / figure shows the probability curve fitted with models of different complexity (ie, with different values of the regularization parameter C
, from 1
to 10
):
x_values = np.linspace(2, 10, 100)
x_test = np.reshape(x_values, (100,1))
C = list(range(1, 11))
labels = map(str, C)
for i in range(len(C)):
lgs = LogisticRegression(C = C[i]) # pass a value for the regularization parameter C
lgs.fit(lengths, is_setosa)
y_values = lgs.predict_proba(x_test)[:,1] # use this function to compute probability directly
plt.plot(x_values, y_values, label=labels[i])
plt.scatter(lengths, is_setosa, c='r', s=2)
plt.xlabel("Sepal Length")
plt.ylabel("Probability is Setosa")
plt.legend()
plt.show()
C
Although you do not describe what you want to plot, I assume you want to plot the separating line. It seems that you are confused with respect to the Logistic/sigmoid function. The decision function of Logistic Regression is a line.
Your probability graph looks flat because you have, in a sense, "zoomed in" too much.
If you look at the middle of a sigmoid function, it get's to be almost linear, as the second derivative get's to be almost 0 (see for example a wolfram alpha graph )
Please note that the value's we are talking about are the results of -(m*x+b)
When we reduce the limits of your graph, say by using x_values = np.linspace(4, 7, 100)
, we get something which looks like a line:
But on the other hand, if we go crazy with the limits, say by using x_values = np.linspace(-10, 20, 100)
, we get the clearer sigmoid:
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